Unable to fix error message "You should have an active texture to use multires baker"
Not all faces of the mesh are assigned to that texture so baker can't start working due to that. 

The culprit is that some faces of the mesh are hidden, never fall under selection hence don't get assigned to the texture in UV Image editor. Unhide them in Edit mode with Alt+H. Only unhidden geometry is selected in the screenshot below.



Note also that while baking will work once you select all after unhiding and assign to the texture, it's better to fix that area as it's non-manifold geometry which can cause some troubles down the road.
Select overlapping edges and remove them:



Also there're overlapping vertices on the back of the head left probably after applying Mirror modifier. To avoid UV map corruption don't delete them rather than use Alt+M to join them at center: